Invesco Peak Related Correlations
PKRFXDelisted Fund | USD 10.46 0.00 0.00% |
Correlations
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Risk-Adjusted Indicators
There is a big difference between Invesco Mutual Fund performing well and Invesco Peak Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Invesco Peak's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
---|---|---|---|---|---|---|---|---|---|---|
TEOJX | 0.64 | 0.01 | (0.03) | 0.12 | 0.88 | 1.14 | 4.18 | |||
SMQFX | 0.52 | 0.03 | 0.02 | 0.10 | 0.68 | 1.12 | 3.32 | |||
TRMIX | 0.62 | (0.01) | 0.00 | 0.05 | 0.79 | 1.23 | 3.42 | |||
EPASX | 0.53 | (0.02) | (0.08) | (0.04) | 0.75 | 0.95 | 3.37 | |||
POEIX | 0.59 | 0.07 | 0.07 | 0.15 | 0.58 | 1.13 | 4.04 | |||
APDOX | 0.14 | 0.03 | (0.12) | (3.89) | 0.08 | 0.29 | 1.36 | |||
EMSLX | 0.69 | 0.00 | (0.04) | 0.06 | 1.03 | 1.27 | 3.64 | |||
AMTOX | 0.46 | 0.02 | (0.05) | 3.00 | 0.65 | 0.92 | 2.27 |